you can fill out the info in the back of the winning ticket, then just mail it using a $0.34 stamp to the lotto Hq for that state.
that's what some guy did for his $35M jackpot last year. and he got it, no problem.
me, personally, i would rent a private leer jet to fly to the hq. oh, and bodyguards. heck, i'll rent a chopper to fly from the airport to the front steps of the HQ.